ECBOT 10 Year T-Note Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
114-210 |
114-300 |
0-090 |
0.2% |
114-135 |
| High |
114-295 |
115-010 |
0-035 |
0.1% |
115-065 |
| Low |
114-165 |
114-255 |
0-090 |
0.2% |
114-035 |
| Close |
114-220 |
114-295 |
0-075 |
0.2% |
114-295 |
| Range |
0-130 |
0-075 |
-0-055 |
-42.3% |
1-030 |
| ATR |
0-188 |
0-182 |
-0-006 |
-3.0% |
0-000 |
| Volume |
782 |
469 |
-313 |
-40.0% |
7,717 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-198 |
115-162 |
115-016 |
|
| R3 |
115-123 |
115-087 |
114-316 |
|
| R2 |
115-048 |
115-048 |
114-309 |
|
| R1 |
115-012 |
115-012 |
114-302 |
114-312 |
| PP |
114-293 |
114-293 |
114-293 |
114-284 |
| S1 |
114-257 |
114-257 |
114-288 |
114-238 |
| S2 |
114-218 |
114-218 |
114-281 |
|
| S3 |
114-143 |
114-182 |
114-274 |
|
| S4 |
114-068 |
114-107 |
114-254 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-008 |
117-182 |
115-168 |
|
| R3 |
116-298 |
116-152 |
115-071 |
|
| R2 |
115-268 |
115-268 |
115-039 |
|
| R1 |
115-122 |
115-122 |
115-007 |
115-195 |
| PP |
114-238 |
114-238 |
114-238 |
114-275 |
| S1 |
114-092 |
114-092 |
114-263 |
114-165 |
| S2 |
113-208 |
113-208 |
114-231 |
|
| S3 |
112-178 |
113-062 |
114-199 |
|
| S4 |
111-148 |
112-032 |
114-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-065 |
114-035 |
1-030 |
1.0% |
0-147 |
0.4% |
74% |
False |
False |
1,543 |
| 10 |
115-065 |
112-285 |
2-100 |
2.0% |
0-181 |
0.5% |
88% |
False |
False |
7,712 |
| 20 |
115-065 |
112-285 |
2-100 |
2.0% |
0-165 |
0.4% |
88% |
False |
False |
1,328,823 |
| 40 |
115-065 |
110-185 |
4-200 |
4.0% |
0-193 |
0.5% |
94% |
False |
False |
1,843,317 |
| 60 |
115-065 |
109-025 |
6-040 |
5.3% |
0-185 |
0.5% |
95% |
False |
False |
1,856,441 |
| 80 |
115-065 |
107-310 |
7-075 |
6.3% |
0-188 |
0.5% |
96% |
False |
False |
1,922,016 |
| 100 |
115-065 |
107-125 |
7-260 |
6.8% |
0-184 |
0.5% |
96% |
False |
False |
1,540,987 |
| 120 |
115-065 |
107-125 |
7-260 |
6.8% |
0-188 |
0.5% |
96% |
False |
False |
1,284,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-009 |
|
2.618 |
115-206 |
|
1.618 |
115-131 |
|
1.000 |
115-085 |
|
0.618 |
115-056 |
|
HIGH |
115-010 |
|
0.618 |
114-301 |
|
0.500 |
114-292 |
|
0.382 |
114-284 |
|
LOW |
114-255 |
|
0.618 |
114-209 |
|
1.000 |
114-180 |
|
1.618 |
114-134 |
|
2.618 |
114-059 |
|
4.250 |
113-256 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-294 |
114-288 |
| PP |
114-293 |
114-282 |
| S1 |
114-292 |
114-275 |
|